Generated at 16:59 on Wednesday 11/27/2024
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
571 |
-101,461,934 |
| 0 |
30 |
0 |
| 1 |
455 |
99,116,292 |
|
target_notional |
| target_notional |
-2,345,642 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
-413,450 |
-2,345,642 |
18,811,448 |
200,578,225 |
5,167,902 |
-0.002 |
-0.012 |
0.094 |
0.026 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-95,236,875 |
| 0 |
0 |
| 1 |
94,823,425 |
|
alpha_notional |
| alpha_notional |
18,811,448 |
|
alpha_notional |
| pos_sign |
|
| -1 |
7,627,710 |
| 0 |
0 |
| 1 |
11,183,738 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
49 |
-5,017,940 |
13,553,613 |
1,308,433 |
-0.370 |
0.068 |
| CHN |
583 |
6,221,457 |
96,307,352 |
3,292,889 |
0.065 |
0.480 |
| HKG |
81 |
1,854,594 |
14,000,458 |
1,199,944 |
0.132 |
0.070 |
| IDN |
9 |
2,098,221 |
2,098,221 |
477,576 |
1.000 |
0.010 |
| IND |
13 |
1,183,231 |
1,183,231 |
262,435 |
1.000 |
0.006 |
| JPN |
207 |
-1,531,098 |
52,602,134 |
2,686,686 |
-0.029 |
0.262 |
| MYS |
6 |
1,153,928 |
1,153,928 |
234,427 |
1.000 |
0.006 |
| NZL |
2 |
-965,388 |
965,388 |
568,734 |
-1.000 |
0.005 |
| SGP |
7 |
-825,949 |
1,508,757 |
339,375 |
-0.547 |
0.008 |
| THA |
23 |
-2,600,075 |
4,722,702 |
633,268 |
-0.551 |
0.024 |
| TWN |
75 |
-3,885,300 |
12,451,119 |
1,043,386 |
-0.312 |
0.062 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
35 |
-9,285,776 |
| 1 |
14 |
4,267,837 |
| CHN |
-1 |
312 |
-45,042,948 |
| 0 |
15 |
0 |
| 1 |
256 |
51,264,404 |
| HKG |
-1 |
31 |
-6,072,932 |
| 0 |
1 |
0 |
| 1 |
49 |
7,927,526 |
| IDN |
1 |
9 |
2,098,221 |
| IND |
0 |
1 |
0 |
| 1 |
12 |
1,183,231 |
| JPN |
-1 |
116 |
-27,066,616 |
| 0 |
12 |
0 |
| 1 |
79 |
25,535,518 |
| MYS |
1 |
6 |
1,153,928 |
| NZL |
-1 |
2 |
-965,388 |
| SGP |
-1 |
5 |
-1,167,353 |
| 1 |
2 |
341,404 |
| THA |
-1 |
15 |
-3,661,388 |
| 1 |
8 |
1,061,313 |
| TWN |
-1 |
54 |
-8,168,209 |
| 0 |
1 |
0 |
| 1 |
20 |
4,282,909 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
35 |
-9,285,776 |
-9,285,776 |
-3,479,906 |
0.49 |
-0.147 |
-0.137 |
1,419,769 |
| 1 |
14 |
4,267,837 |
4,267,837 |
675,029 |
0.17 |
-0.006 |
-0.005 |
119,250 |
| CHN |
-1 |
312 |
-45,042,948 |
-45,042,948 |
-65,292,089 |
1.61 |
-0.031 |
-0.029 |
1,585,098 |
| 0 |
15 |
0 |
0 |
0 |
1.62 |
0.071 |
0.072 |
0 |
| 1 |
256 |
51,264,404 |
51,264,404 |
70,016,022 |
1.50 |
0.126 |
0.121 |
8,086,830 |
| HKG |
-1 |
31 |
-6,072,932 |
-6,072,932 |
-5,943,339 |
1.33 |
0.001 |
-0.000 |
234,774 |
| 0 |
1 |
0 |
0 |
0 |
2.12 |
0.105 |
0.105 |
0 |
| 1 |
49 |
7,927,526 |
7,927,526 |
11,172,823 |
1.88 |
0.155 |
0.149 |
1,624,546 |
| IDN |
1 |
9 |
2,098,221 |
2,098,221 |
45,587 |
-0.02 |
0.044 |
0.054 |
94,715 |
| IND |
0 |
1 |
0 |
0 |
0 |
0.15 |
-0.083 |
-0.083 |
0 |
| 1 |
12 |
1,183,231 |
1,183,231 |
140,027 |
0.10 |
0.041 |
0.040 |
80,245 |
| JPN |
-1 |
116 |
-27,066,616 |
-27,066,616 |
-15,853,774 |
0.61 |
-0.085 |
-0.084 |
2,531,203 |
| 0 |
12 |
0 |
0 |
0 |
0.47 |
-0.031 |
-0.020 |
0 |
| 1 |
79 |
25,535,518 |
25,535,518 |
10,693,200 |
0.46 |
0.035 |
0.027 |
1,077,300 |
| MYS |
1 |
6 |
1,153,928 |
1,153,928 |
173,194 |
0.13 |
-0.017 |
-0.015 |
-24,710 |
| NZL |
-1 |
2 |
-965,388 |
-965,388 |
27,982 |
-0.06 |
-0.129 |
-0.129 |
126,981 |
| SGP |
-1 |
5 |
-1,167,353 |
-1,167,353 |
-398,906 |
0.38 |
-0.071 |
-0.046 |
94,772 |
| 1 |
2 |
341,404 |
341,404 |
51,968 |
0.13 |
0.044 |
0.044 |
16,507 |
| THA |
-1 |
15 |
-3,661,388 |
-3,661,388 |
-668,448 |
0.23 |
-0.112 |
-0.107 |
517,848 |
| 1 |
8 |
1,061,313 |
1,061,313 |
195,062 |
0.29 |
0.020 |
0.026 |
25,692 |
| TWN |
-1 |
54 |
-8,168,209 |
-8,168,209 |
-3,587,231 |
0.47 |
-0.137 |
-0.136 |
1,114,365 |
| 0 |
1 |
0 |
0 |
0 |
0.40 |
-0.021 |
-0.021 |
0 |
| 1 |
20 |
4,282,909 |
4,282,909 |
1,660,514 |
0.46 |
-0.002 |
-0.007 |
83,362 |